Private life affects fund managers’ performance

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Yan Lu and Sugata Ray from the university of Florida and Melvyn Teo from the Singapore management university have explored the impact of limited attention on investment performance by analyzing the returns of hedge fund managers who are distracted by personal events such as marriage and divorce.

They have found that marriages and divorces are associated with significantly lower fund alpha, during the six-month period surrounding the event and for up to two years after the event.

The full research is available here : SSRN-id2565749

ABOUT THE AUTHOR
Adrien Paredes-Vanheule
Adrien Paredes-Vanheule is French-Speaking Europe Correspondent for InvestmentEurope, covering France, Belgium, Geneva and Monaco. Prior to joining InvestmentEurope, he spent almost five years writing for various publications in Monaco, primarily as a criminal and financial court reporter. Before that, he worked for newspapers and radio stations in France, in particular in Lyon.

Read more from Adrien Paredes-Vanheule

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